Pre-Market IV Report December 11, 2018

Pre-Market IV Report December 11, 2018

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often overlooked information.

Options with increasing option implied volatility: ESRX AMLP ORCL COST ADBE FDX SBUX AEO TROX RSX DSW UAA DB F UUP FOXA EMB EPI

Options expected to have increasing volume: UAA UA COST GOOGL CARS CASY FDX VIAB CBS SFIX

FedEx (FDX) December weekly call option implied volatility is at 45, December is at 52; compared to its 52-week range of 16 to 40 after sharp selloff. FDX is expected to report EPS on December 18.

Alphabet (GOOG) December weekly call option implied volatility is at 38, December is at 34, January is at 30; compared to its 52-week range of 14 to 41 into CEO Sundar Pichai is set to testify on Capitol Hill.

AT&T (T) December weekly call option implied volatility is at 29, December is at 25; compared to its 52-week range of 14 to 31 into Citi upgrade to Buy from Neutral with a price target of $34.

Crocs (CROX) 30 day option implied volatility is at 53; compared to its 52-week range of 36 to 72 on wide share price movement on wide price movement.

Starbucks (SBUX) December weekly call option implied volatility is at 38, December is at 29; compared to its 52-week range of 15 to 31 into a company hosted investor day on December 13.

Straddle prices for stocks expected to report results this week

American Eagle (AEO) December weekly 19.50 straddle priced for move of 14% into the expected release of EPS after the bell on December 11

Dave & Busters (PLAY) December weekly 52.50 straddle priced for move of 11% into the expected release of EPS on December 11

DSW (DSW) December 25 straddle priced for move of 13% into the expected release of EPS before the open on December 11

Francesca’s (FRAN) December weekly 2 straddle priced for move of 22% into the expected release of EPS before the open on December 11

Adobe (ADBE) December weekly 245 straddle priced for move of 6% into the expected release of EPS after the bell on December 13

Costco (COST) December weekly 222.50 straddle priced for move of 4% into the expected release of EPS on December 13

Freds (FRED) December weekly 2.50 straddle priced for move of 25% into the expected release of EPS before the open on December 13

Ciena (CIEN) December weekly 32 straddle priced for move of 10% into the expected release of EPS before the open on December 13

Increasing unusual option volume: XLRE VERI DSW RARE APTI FHN EXTR CSOD
Increasing unusual call option volume: XLRE APTI FHN DSW CSOD RG CMA LNC SCG
Increasing unusual put option volume: EXTR DSW CVRR RAMP SKT LNC AZN HDS HTZ
Popular stocks with increasing volume: PBR F DB HOG BBT
Options with decreasing option implied volatility: MRNS AABA AVGO IMMU SQ INTC VXX ULTA
Active options: AAPL BAC GE FB AMZN AMD F NVDA MSFT MU BABA C TSLA NFLX T SQ JPM PBR WFC INTC